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Neural network 2 Moving Averages

Neural network Adviser on two moving averages with learning mode. Educate your adviser on these examples and make profit in real trading. Advisor can work on any instrument and any time frame.

trade algorithm in the EA

Analysis of the two moving average produces neural network core that provides instructions to buy or sell.

On the input first layer are fed values ​​of two moving averages, fast (FMA) and slow (SMA), a second layer, calculate two neurons responsible for purchase (N buy) and sale (N sell), a decision is taken in the third layer purchase or sale.

The block diagram of the neural network shown in Fig.

Education Adviser

The adviser of the training mode “learns” the user marked on the chart currency instrument values ​​moving averages. In the future, in normal operation, recognizes the “stored” value moving averages.

For training advisor must specify on the graph at least one long and one short transaction. For long trade designations used arrow “Buy”, respectively, for short transactions used arrow “Sell”. Expose the graph can be larger and the number of arrows. The more arrows, the more will be long-term learning process. Finding any other objects on the chart, in addition to these arrows, it is not desirable.

After training, the folder “NN 2MA”, where there will be “HHHHHH_NN_2MA.bin” file will be created in the common terminal folder containing the setup trained neural network. XXXXXX in the file name – is the name of the tool. In normal operation, the Advisor loads the data from the file. If the file is not found, it will use the default settings. By default, the adviser trained on the currency pair USDJPY and hour timeframe, the transaction selected in 2012.

During training advisor meet the following input values:

The number of weights per neuron – the number of weights of neurons. Is the length of the moving average. Default – 48.

The number of training cycles – the number of learning cycles, default – 100. The higher the value, the longer will be the process of learning. The trial version – 10.

Factor b – value affects the rate of correction weights of neurons used for training the network. The default value is 0.7, and does not need to be changed.

Learning mode EA – includes counselor training mode.

Examples of specifying transactions for learning advisor is shown in Figure.

The Normal mode

Section Settings Moving Averages

Here you can configure each MA separately: the period, the price calculation mode.

Section Trade Settings

Volume of order – order size, default – 0.1.

Value of slippages in points – slip size in points by default – 30.

Number of attempts to open a position – number of attempts to open a position by default – 5.

Level StopLoss in points – Stop Loss level in points, by default – 0.

Level TakeProfit in points – the level of Take Profit in points by default – 0.

Allow money management – the size of the order control mode to enter the market, it is enabled by default. If you disable mode, the order size is taken from the “Volume of order”.

The volume of orders as a percentage of the deposit – is used in order to manage the size mode and determines the size of orders as a percentage of the deposit, by default – 5 percent.

Adding to the open position – mode add to the open position, it is enabled by default. If there is a new one-way input signal to the market that made entry into the market at the open position.

Settings Neural Network Section

The number of weights per neuron – the number of neuron weights. It corresponds to the length of the study moving average. The higher the value, the more accurate will be recognized by the current state of the market, but it reduces the number of transactions. The lower the value, the less severely will be recognized by the current state of the market and the number of transactions will increase.

The value of neuron activation – the activation of the neuron. Value is about 0.75 the value of “The number of weights per neuron”. The higher the value, the more stringent selection for deciding neurons, the smaller the value, the less stringent selection respectively neurons. The trial version – 40.

The number of training cycles – the number of learning cycles, by default – 100.

Factor b – value of the speed adjustment weights, the default – 0.7.

Learning mode EA – counselor training mode.

The training advisor in the chart comments will
is the maximum value of the neurons. These values ​​can be
used as the activation of the neuron.

An example is shown in Fig.

Section Other Settings

Enable comments – allows a conclusion comments on the chart.

Magic Number of Advisor – the magic number adviser.

Pause after trading in milliseconds – pause after trading in milliseconds.

By default, the adviser trained on the instrument and the USDJPY H1 timeframe in two transactions in 2012. Test Result adviser in 2013 can be seen in the figure.

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Gridder

Advisor to the grid using the EMA for filtering and CCi trend to enter the market. There is a trend setting / kontrtrend for manual filtering to the flat and the trend of the market areas or traded instruments. For the calculation of the lot using an intelligent algorithm, depending on the order situation. The Advisor integrated filter unidirectional minimum distance between the orders, it is calculated on the basis given by percent from the mean daily candle 21 days, thereby avoiding excessive load on the deposit. Profit-taking takes place on the set to set the percentage of the deposit. By good calculation of the lot, the filter on the distance open and proven indicators to profit fairly minimum price rollback that reduces the drawdown and increases the frequency of profit-taking.

Risk management: in spite of everything, a counselor in the grid goes into the category of high-risk,its use can make or ALL lose!

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The ruble collapsed after oil OPEC decision to raise quotas

On Friday, December 4,
euro in currencytrading to 17:31 MSK
amounted to 74.482 rubles, the dollar -. 68.198
rub. Ruble swooped down on the background
the fall in oil prices as OPEC reported
increasing the quota to the level of 31.5 million barrels
per day.

The price of January
Brent futures fell after the report
to $ 42.8 per barrel from a high of $ 44.8 and WTI
– up to $ 39.8
per barrel from $ 41.94.

It is reported that the country
OPEC at the end of the next meeting in
Vienna established quotas in the amount of
31.5 million barrels per day. However, according to
source, the new quota level ignores
entered production in OPEC Indonesia
(Produces about 800 thousand. Bpd). formal decisions
OPEC has not yet been announced. Since December 2011
the quota was 30 million barrels
per day, although actual production for cartel
the past year and a half has always been
higher.

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Oil prices have fallen by 4% in the doubt in reducing the production of raw materials

On Monday during the US trading, oil prices fell as traders are skeptical about the possibility of an agreement between the major producers of oil in order to reduce the extraction of raw materials in the world.

Last week oil has risen dramatically in price by reports that senior officials of OPEC and oil industry in Russia is conducted informal talks on a possible agreement to reduce production and decrease oversaturation offers.

Prices came under further pressure after the release of weak Chinese manufacturing data, which have caused fresh fears about the health of the second largest economy in the world.

Purchasing Managers’ Index in China’s manufacturing fell to 49.4 from 49.7 in December, showing a drop below the 50 level that separates growth from contraction.

Meanwhile, China’s manufacturing PMI in from Caixin rose to 48.4 from 48.2 in December.

As of 13:50 GMT, or 8:50 Eastern time, at the London ICE Futures Exchange, Brent oil with delivery fell 99 cents, or 2.75% in April, and was trading at $ 35.00 per barrel .

For the week traded in London, Brent crude jumped $ 3.81, or 10.58%, lifting the second consecutive week. Brent has risen by almost $ 9.00, or 25%, after the collapse of the January 20 to 12-year low of $ 27.10. Despite recent advances, Brent crude closed in January lost 3.7% amid lingering concerns about the global reserves of oversaturation.

Oil demand in the world market is still ahead of the demand due to the boom of shale oil production in the United States and adopted after the OPEC decision to maintain the current quota for the production of raw materials, despite the saturation of the oil market. Subsequently, a surplus only get worse, because Iran is preparing to return to the world market after the lifting of Western sanctions.

On the New York Mercantile Exchange WTI crude oil for March delivery fell $ 1.25, or 3.73%, to $ 32.37 a barrel during morning trading in New York. Last week, crude oil futures traded in New York rose $ 1.43, or 4.25% more expensive than the second week in a row.

US crude soared by nearly $ 7.50, or 22%, after the collapse of the January 20 lower price of $ 27 for the first time since September 2003. In January US crude lost 8.9% as investors worried about the combination of the huge oversupply of the economic slowdown, especially in China.

Meanwhile, today the spread between Brent and WTI oil brands was $ 2.63 compared with $ 2.37 at the close of trading on Friday.

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Break the FX market

This breakthrough nepererisovyvayuschiysya indicator is a combination perekuplennosti zones pereprodannosti, reversal and classical effort, which increases the efficiency of its signals.

Rules of entry into the market after the green / red bars wait for the usual. Draw a horizontal line at a minimum / maximum point of rotation (swing high / swing low point) and wait for this line will not be broken. And, for a broken line should be a bar (wait until its closure).

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Bollinger Bands 19 in 1

“Bollinger Bands 19 in 1” draws graphics on the current period, which started indicator Bollinger all timeframes, beginning and ending with the current D1. The current period can be any period schedule.

When switching to another timeframe, the line with respect to the current junior tayfreymov tayfreyma not drawn. Remain current line and the senior timeframe.

The indicator is able to plot a draw period M1 Bollinger 19 timeframes:

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Wall Street fell yesterday because of fear of weakening global trade

American
shares closed lower on Wednesday after
another turbulent session when
Oil resumed its decline, fueling
investors’ concerns about growth
the world economy and forcing index
S P 500 to go after the commodity market.

after the rally
oil prices and stocks three major stock
US stocks fell as unstable
Oil changed investors’ opinion before
Fed meeting next week.
"Investors will always look
the commodity market as a barometer of the world
economy. Plus, we saw
sample support S P 500", – He speaks
Art Hogan, chief market strategist
Wunderlich Securities in New York.

Index S P
began to fall when the price of US
Oil began to decline again. Futures
Oil yesterday fell slightly after rising
4% as the market ignored
reduction in raw material stocks in the US and
I focused on distillates of data
including diesel fuel stocks
which turned out to be two times higher than the
expected. "We have a disgusting
bear market goods and plans to raise the Fed interest rates, – says Robert
Phipps, director Per
Stirling Capital Management. – People
are concerned that prices may
up at the wrong time".

According to the resultstrading yesterday, the Dow industrial
Jones fell to 0,43%, S P 500 –
to 0.77% and the Nasdaq Composite – 1.48%. power
Index closed by growth of 1.3% after
drop by more than 10% from the beginning of December. investors
greatly concerned about slowing Chinese
economy and its impact on global demand
commodity, many also see
signs of weakness in manufacturing
industry in the US. "I think the market
begins to be more afraid of a global
the economic downturn", – says Paul
Nolte, senior vice president and manager
in Kingsview Asset Management in Chicago.

shares
Freeport-McMoRan Inc. It fell by 3.7% due to news
Reduction of investments and falling
production. Shares of Yahoo! Inc. fell on
1.3% when the company refused to allocate
its stake in the Chinese Internet giant
Alibaba into a separate independent company.
Paper retailer Costco Wholesale Corp. cheaper
5.4% on weak reporting and action
sportswear manufacturer
Lululemon Athletica Inc. It fell to 13.1% after the deterioration
forecast.

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Wavelet Trend Extractor MT4

On display Wavelet Trend Extractor

The indicator uses Wavelet technology to extract the trend of price series in FX. As used in this technology is similar indicator wavelet wavelet functions implemented in MatLab Wavelet Toolbox (http://www.mathworks.co.uk/products/wavelet/features.html#key-features). Wavelet-decomposed signals to display up to 6 tenths coincide with the values ​​of the same signals in MatLab Wavelet Toolbox.

This wavelet technology is commonly used in earthquake-resistant construction, signal processing, time series analysis, etc. The steps associated with operation of the indicator include expansion signals into a plurality of levels wave signals and reconstruction trend based on the filtered wave cycles. In more detail, after the price series expansion part of the wave cycle the noise is removed from the price signal, and then the remainder of the wave cycle is used to construct the trend.

For this particular problem, we use a technique Undecimated Harr Wavelet. The basic idea of ​​this indicator – to provide our customers with an accurate tool for scientific data analysis. Of course, Wavelet Trend Extractor indicator for forex, and for the construction of advisers. In addition to the original algorithms of decomposition and reconstruction, we have included many other useful functions in the Wavelet Trend Extractor indicator. The indicator can be used for manual trading, and to develop their own expert.

input variables

Trend Mode: Can only take values ​​0, 1 or 2. Mode 0 uses only one fully formed trend for the input and output signals. In Mode 1 uses two completely formed trend as signals for input and output. In mode 2, the individual wave cycle used for input and output signals.

Wavelet Selection Level: Selection of the wave cycle. In modes 0 and 1 Wavelet Selection Level parameter filter means for constructing intensity trend (the larger the value, the more intense filtering). Mode 2 is the choice of the wave cycle. (The smaller the value, the higher the frequency of the wave, and vice versa.)

Smoothing Period smoothing period for the signal line. Signal line – simple moving average wave histogram. Recommended value – 6.

Bars to scan: Number of bars, the recommended value does not need to change the default 400. The parameter value.

How to use the Wavelet Trend Extractor indicator in manual trading

In manual trading is recommended Wavelet Trend Extractor indicator timeframe with H1, H4, or on the daily chart. Using indicator Wavelet Trend Extractor is very similar to the MACD indicator. Recommended settings:

Depending on the currency pair, the optimal settings may differ slightly. buy and sell signals are determined by the histogram value on your chart.

How to use the Wavelet Trend Extractor trend indicator and tracking Advisor

To call Wavelet Trend Extractor indicator of experts in MetaTrader 4, use the following code, modify it if necessary. To try all combinations of parameters Trend Mode (3) and Wavelet Selection Level (6), you must pass a total of 18 steps in the optimization in the strategy tester. This is a small number of combinations – one of the advantages of wavelet techniques of classical indicators. For advisors recommend that you test all three modes of Trend Mode 0, 1 and 2, since it is possible to get good results in all three modes.